CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 651-0 644-0 -7-0 -1.1% 733-0
High 653-2 653-6 0-4 0.1% 733-0
Low 615-4 644-0 28-4 4.6% 664-4
Close 623-6 653-6 30-0 4.8% 670-6
Range 37-6 9-6 -28-0 -74.2% 68-4
ATR 19-4 20-2 0-6 3.8% 0-0
Volume 152,291 87,475 -64,816 -42.6% 434,417
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 679-6 676-4 659-1
R3 670-0 666-6 656-3
R2 660-2 660-2 655-4
R1 657-0 657-0 654-5 658-5
PP 650-4 650-4 650-4 651-2
S1 647-2 647-2 652-7 648-7
S2 640-6 640-6 652-0
S3 631-0 637-4 651-1
S4 621-2 627-6 648-3
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 894-7 851-3 708-3
R3 826-3 782-7 689-5
R2 757-7 757-7 683-2
R1 714-3 714-3 677-0 701-7
PP 689-3 689-3 689-3 683-2
S1 645-7 645-7 664-4 633-3
S2 620-7 620-7 658-2
S3 552-3 577-3 651-7
S4 483-7 508-7 633-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680-0 615-4 64-4 9.9% 18-4 2.8% 59% False False 100,856
10 745-0 615-4 129-4 19.8% 17-1 2.6% 30% False False 88,013
20 745-0 615-4 129-4 19.8% 17-1 2.6% 30% False False 75,068
40 745-0 615-4 129-4 19.8% 13-6 2.1% 30% False False 61,916
60 745-0 608-4 136-4 20.9% 12-3 1.9% 33% False False 52,194
80 745-0 534-6 210-2 32.2% 11-2 1.7% 57% False False 46,234
100 745-0 534-6 210-2 32.2% 11-2 1.7% 57% False False 44,288
120 745-0 479-0 266-0 40.7% 11-2 1.7% 66% False False 42,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 695-2
2.618 679-2
1.618 669-4
1.000 663-4
0.618 659-6
HIGH 653-6
0.618 650-0
0.500 648-7
0.382 647-6
LOW 644-0
0.618 638-0
1.000 634-2
1.618 628-2
2.618 618-4
4.250 602-4
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 652-1 647-5
PP 650-4 641-3
S1 648-7 635-2

These figures are updated between 7pm and 10pm EST after a trading day.

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